For layers of defences, there is Comodo and Online Armor. Both are free for home use. Both of them have a Host Intrusion Detection system in addition to a firewall. What the HID system monitors for, is unfortunately a trade secret. But supposedly they can detect abnormal intrusions. These will give you pop ups if a software tries to do something suspicious. Hopefully they will tell you about, for example, a program opening a listening port and at the same time placing itself into your Autorun registry. ( a backdoor )
If you are looking for an aditional layer of firewall. Your best bet is to buy a router that has a Stateful Packet Inspection ( SPI ) firewall. What SPI does is that it monitors what addresses you connect to outbound, and then only let those same address to return traffic. Like when you surf to a web site, you initiate a GET request to the site, and the site returns the page. The cheaper routers only has Network Address Translation ( NAT ), which is not really a firewall. More expensive hardware firewall routers will have more toys, like user configurable rules, logging to remote syslog servers, and fancier protection like spotting syntactical illegal ip packets. For an example of small/medium size business product, take a look at the Sonicwall site.
A firewall and HIDs product can only do so much to protect a weakly configured OS. By default, Windows Vista and 7 comes with a lot of bells and whistles, like File and Printer Sharing, network "exploring", TCP/IPv6, Windows Meeting Place, and an exploitable and outdated Adobe Flash. The more network reachable features you have, the more the chance that a hacker will find a weakness. Security says one has to harden/lockdown a system to only contain the features you really use. And then update Every piece of software that releases security updates. Otherwise, you leave open various avenues/vectors of attack. So for instance, lets say you use MS Outlook, Adobe Flash and Adobe Acrobat. If you forget to update one of those, ( and these products do release security updates ) you have a weak link which a hacker can take advantage of. Examples of from the past: email with executable scripts, Flash driven unnoticeable downloads, and booby trapped PDF files. There is a company calls Secunia which has a free product called PSI. It scans your PC for software that has released security updates, and it even gives you a link to the download. No security concious user should be without it. Then, to completely cover your ***, you should monitor websites like Threatpost ( by antivirus maker Kaspersky ) and "www.theregister.co.uk/security/" because they will tell you of newly discovered vulnerabilities in programs. And this kind of news usually predates a security patch from the vendor. So, you will know at least to skip using or reconfigure that software if you do have it.
Lots of people have steered away from Internet Explorer because of past security problems, and use FireFox, Chrome or Opera. These 3 are not totally immune from security problems, and they have issued security fixed versions from time to time. But I believe they are safer than IE. Hackers target IE because it is the default browser shipped with Windows, and plenty of people use just that, not knowing about the alternatives.
Nothing is going to save you if you downloaded a exe and double click on it. Some research has shown that antivirus programs catch as low as 40% of whats out there. So stay away from P2P and torrents. Hackers seed files knowing that someone is going to download and execute it.
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